Entree Resources Ltd (ETG.TO)
1.51
-0.02
(-1.31%)
CAD |
TSX |
May 17, 16:00
Entree Resources Max Drawdown (5Y): 73.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.86% |
| March 31, 2024 | 73.86% |
| February 29, 2024 | 73.86% |
| January 31, 2024 | 73.86% |
| December 31, 2023 | 73.86% |
| November 30, 2023 | 73.86% |
| October 31, 2023 | 73.86% |
| September 30, 2023 | 73.86% |
| August 31, 2023 | 73.86% |
| July 31, 2023 | 73.86% |
| June 30, 2023 | 73.86% |
| May 31, 2023 | 73.86% |
| April 30, 2023 | 73.86% |
| March 31, 2023 | 73.86% |
| February 28, 2023 | 73.86% |
| January 31, 2023 | 73.86% |
| December 31, 2022 | 73.86% |
| November 30, 2022 | 73.86% |
| October 31, 2022 | 73.86% |
| September 30, 2022 | 73.86% |
| August 31, 2022 | 73.86% |
| July 31, 2022 | 73.86% |
| June 30, 2022 | 73.86% |
| May 31, 2022 | 73.86% |
| April 30, 2022 | 73.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.86% |
| February 28, 2022 | 73.86% |
| January 31, 2022 | 73.86% |
| December 31, 2021 | 73.86% |
| November 30, 2021 | 73.86% |
| October 31, 2021 | 73.86% |
| September 30, 2021 | 73.86% |
| August 31, 2021 | 75.36% |
| July 31, 2021 | 78.26% |
| June 30, 2021 | 80.57% |
| May 31, 2021 | 80.57% |
| April 30, 2021 | 84.17% |
| March 31, 2021 | 84.79% |
| February 28, 2021 | 84.79% |
| January 31, 2021 | 85.00% |
| December 31, 2020 | 85.83% |
| November 30, 2020 | 90.21% |
| October 31, 2020 | 91.53% |
| September 30, 2020 | 91.59% |
| August 31, 2020 | 91.59% |
| July 31, 2020 | 91.59% |
| June 30, 2020 | 91.59% |
| May 31, 2020 | 91.59% |
| April 30, 2020 | 91.59% |
| March 31, 2020 | 91.59% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
73.86%
Minimum
Sep 2021
94.81%
Maximum
May 2019
81.13%
Average
73.86%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Erdene Resource Development Corp | 90.15% |
| Teck Resources Ltd | 76.93% |
| Ivanhoe Mines Ltd | 61.25% |
| Falco Resources Ltd | 88.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.35 |
| Beta (5Y) | 1.457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.20% |
| Historical Sharpe Ratio (5Y) | 0.4886 |
| Historical Sortino (5Y) | 0.9304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |